+14.1%
QCOM vs ROL
+15.7%
-1.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.1% |
| 7D | +4.3% | +3.0% | +1.3% | +3.7% |
| 30D | -0.1% | +19.8% | -19.9% | -3.8% |
| 3M | +5.2% | +7.9% | -2.7% | +3.4% |
| 6M | -18.4% | -25.6% | +7.3% | -12.6% |
| YTD | +2.4% | -34.1% | +36.6% | +12.7% |
| 1Y | +0.9% | -31.4% | +32.3% | +9.6% |
| 3Y | +48.4% | +4.7% | +43.7% | +39.1% |
| All | +14.1% | +15.7% | -1.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling